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Carlo Campajola
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The evolving liaisons between the transaction networks of Bitcoin and its price dynamics
A Bovet, C Campajola, F Mottes, V Restocchi, N Vallarano, T Squartini, ...
Proceedings of Blockchain Kaigi 2022 (BCK22), 011002, 2023
24*2023
Tail Granger Causalities and Where to Find Them: Extreme Risk Spillovers vs Spurious Linkages
P Mazzarisi, S Zaoli, C Campajola, F Lillo
Journal of Economic Dynamics and Control 121 (104022), 2020
212020
Network-based indicators of Bitcoin bubbles
A Bovet, C Campajola, JF Lazo, F Mottes, I Pozzana, V Restocchi, ...
arXiv preprint arXiv:1805.04460, 2018
182018
Unveiling the relation between herding and liquidity with trader lead-lag networks
C Campajola, F Lillo, D Tantari
Quantitative Finance 20 (11), 1765-1778, 2020
142020
The Evolution Of Centralisation on Cryptocurrency Platforms
C Campajola, R Cristodaro, FM De Collibus, T Yan, N Vallarano, ...
arXiv preprint arXiv:2206.05081, 2022
132022
Inference of the Kinetic Ising Model with Heterogeneous Missing Data
C Campajola, F Lillo, D Tantari
Physical Review E 99 (6), 062138, 2019
112019
On the equivalence between the Kinetic Ising Model and discrete autoregressive processes
C Campajola, F Lillo, P Mazzarisi, D Tantari
Journal of Statistical Mechanics: Theory and Experiment 2021 (3), 033412, 2021
82021
MicroVelocity: rethinking the Velocity of Money for digital currencies
C Campajola, M D'Errico, CJ Tessone
arXiv preprint arXiv:2201.13416, 2022
72022
Modelling time-varying interactions in complex systems: The score driven kinetic ising model
C Campajola, DD Gangi, F Lillo, D Tantari
Scientific Reports 12 (1), 1-11, 2022
62022
Twisted by the Pools: Detection of Selfish Anomalies in Proof-of-Work Mining
SN Li, C Campajola, CJ Tessone
arXiv preprint arXiv:2208.05748, 2022
32022
Modelling financial lead-lag interactions with Kinetic Ising Models
C Campajola
Scuola Normale Superiore, 2020
2020
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Artículos 1–11